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Sokhadze ON THE WEIGHTED INITIAL PROBLEM FOR SINGULAR FUNCTIONAL DIFFERENTIAL SYSTEMS Abstract

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B. P˚uˇza and Z. Sokhadze

ON THE WEIGHTED INITIAL PROBLEM FOR SINGULAR FUNCTIONAL DIFFERENTIAL SYSTEMS

Abstract. For singular functional differential systems, sufficient condi- tions for solvability and well-posedness of the weighted initial problem are established.

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2010 Mathematics Subject Classification. 34A12, 34K05, 34K10.

Key words and phrases. Singular functional differential system, the weighted initial problem, solvability, well-posedness.

In a finite interval ]a, b[ we consider the functional differential system dx(t)

dt =f(x)(t) (1)

with the weighted initial condition lim sup

t→a

°°φ−1(t)x(t)°

°<+∞. (2)

Here, f : C([a, b];Rn) Lloc(]a, b];Rn) is a singular operator satisfying the local Carath´eorory conditions,φ(t) = diag¡

ϕ1(t), . . . , ϕn(t)¢

, and ϕi : [a, b]R+(i= 1, . . . , n) are continuous non-decreasing functions such that ϕi(a) = 0, ϕi(t)>0 fora < t≤b(i= 1, . . . , n).

The initial problem for the singular system (1) has been thoroughly in- vestigated in the cases, in whichf is either the Nemytski’s operator [1]–[6], or the evolutionary operator [7]–[9]. The weighted initial problem for higher order singular functional differential equations is studied in [11]–[14]. As for the weighted singular problem (1), (2), it is not studied well enough. In the present paper unimprovable in a certain sense conditions are given which, respectively, guarantee solvability and well-posedness of this problem.

Throughout the paper, the use will be made of the following notation.

R= ]− ∞,+∞[ ,R+= [0,+∞[ .

Rn is the space of n-dimensional real column-vectors x= (xi)ni=1 with the norm

kxk= Xn i=1

|xi|.

(2)

Ifx= (xi)ni=1Rn, then [x]+=

³xi+|xi| 2

´n

i=1.

r(X) is the spectral radius of then×nmatrixX, andX−1is the inverse toX matrix.

diag(x1, . . . , xn) is the diagonal n×n-matrix with diagonal elements x1, . . . , xn.

IfX = diag(x1, . . . , xn), then Sgn(X) =¡

sgn(x1), . . . ,sgn(xn)¢ .

Rn+ and Rn×n+ are the sets ofn-dimensional vectors and n×n-matrices with nonnegative components.

C([a, b];Rn) is the space of continuous vector functions x : [a, b] Rn with the norm

kxkC= max n

kx(t)k: a≤t≤b o

.

Cφ([a, b];Rn) is the space of continuous vector functionsx: [a, b]Rn, satisfying the condition (2), with the norm

kxkCφ = supn°°φ−1(t)x(t)°

°: a < t≤bo . Ifx= (xi)ni=1∈Cφ([a, b];Rn), then

|x|CφkxikCϕi

¢n

i=1.

L([a, b];Rn) is the space of vector functions with Lebesgue integrable on [a, b] components.

Lloc(]a, b];Rn) is the space of vector functions whose components are Lebesgue integrable on [a+ε, b] for an arbitrarily smallε >0.

Kloc(]a, b]×Rk;Rm) and Kloc(C([a, b];Rk);Lloc(]a, b];Rm)) are the sets of vector functions g : ]a, b]×Rk Rm and operators f : C([a, b];Rk) Lloc(]a, b];Rm), satisfying the local Carath´eodory conditions (see [15]).

An important particular case of the functional differential system (1) is the differential system with a deviating argument

dx(t) dt =g¡

t, x(t), x(τ(t))¢

. (3)

Along with the problem (1), (2), we consider the problem (3), (2). Every- where below, when the question concerns these problems, it will be assumed that

f ∈Kloc

¡C([a, b];Rn);Lloc(]a, b];Rn

, g∈Kloc(]a, b]×R2n;Rn), andτ: [a, b][a, b] is a measurable function.

We are mainly interested in the case, where the systems (1) and (3) are singular, i.e., in the case in which

Zb a

fρ(t)dt= +∞ and Zb a

gρ(t)dt= +∞ for ρ >0,

(3)

where

fρ(t) = supn°

°f(x)(t)°

°: kxkC≤ρ o

, gρ(t) = maxn°

°g(t, x, y)°

°: kxk+kyk ≤ρo . For an arbitrary positive numberδ, we put

χ(t, δ, λ) =

(0 for a≤t < a+δ λ for t > a+δ , and consider the auxiliary initial problem

dx(t)

dt =χ(t, δ, λ)f(x)(t), (4)

x(a) = 0, (5)

depending on the parametersλ∈]0,1] andδ >0.

On the basis of Corollary 2 in [16], the following theorem can be proved.

Theorem 1. Let there exist a positive numberρ0 such that for arbitrary λ ]0,1] and δ > 0 every solution x of the problem (4),(5) admits the estimate

kxkCφ ≤ρ0.

Then the problem (1),(2) has at least one solution.

This theorem allows one to get efficient sufficient conditions for the solv- ability of the problems (1), (2) and (3), (2). In particular, the following propositions are valid.

Theorem 2. Let there exist a matrixP ∈Rn×n+ and a vector function q:R+ Rn+ such that

r(P)<1, lim

ρ→+∞

kq(ρ)k

ρ = 0, (6)

and for an arbitrary vector functionx∈Cφ([a, b];Rn)on the interval [a, b]

the inequality Zt a

h

sgn(x(s))f(x)(s) i

+ds≤φ(t)

³

P|x|Cφ+q¡ kxkCφ

¢´

is fulfilled. Then the problem (1),(2)has at least one solution.

Corollary 1. Let the functionsϕi(i= 1, . . . , n)be absolutely continuous and let there exist a set of zero measureI0[a, b], matricesPkRn×n+ (k= 1,2) and a vector function q : R+ Rn+ with non-decreasing components such that on the set([a, b]\I0)×R2n the inequality

Sgn(x)g(t, x, y)≤φ0(t)

³

P1φ−1(t)|x|+P2φ−1(τ(t))|y|

´ + +φ0(t)q³°

°φ−1(t)|x|+φ−1(τ(t))|y|°

°´

(4)

is fulfilled. If, moreover, the conditions (6)are fulfilled, whereP=P1+P2, then the problem (3),(2) has at least one solution.

Remark 1. In Theorem 2 and Corollary 1, the condition r(P) < 1 is unimprovable and it cannot be replaced by the condition r(P) 1. The validity of that fact follows directly from the theorem below.

Theorem 3. Let the functionsϕi (i= 1, . . . , n)be absolutely continuous and let there exist a set of zero measure I0 [a, b], matrices Pk Rn×n+ (k = 1,2) and a vector q0 = (q0i)ni=1 with positive components q0i (i = 1, . . . , n)such that on the set([a, b]\I0)×R2n the inequality

g(t, x, y)≥φ0(t)

³

P1φ−1(t)|x|+P2φ−1(τ(t))|y|+q0

´

is fulfilled. If, moreover, r(P1+P2)1, then the problem (3),(2) has no solution.

Along with the problem (1), (2), we consider the perturbed problem dy(t)

dt =f(y)(t) +h(t), (7)

lim sup

t→a

°°φ−1(t)y(t)°

°<+∞, (8)

and introduce the following

Definition. The problem (1), (2) is called well-posed if there exists a positive number ρ such that for an arbitrary function h L([a, b];Rn), satisfying the condition

νφ(h) = sup

½°°°φ−1(t) Zt a

|h(s)|ds

°°

°: a < t≤b

¾

<+∞,

the problem (7), (8) is uniquely solvable and its solution admits the estimate ky−xkCφ ≤ρνφ(h),

wherexis a solution of the problem (1), (2).

Theorem 4. Let there exist a matrixP ∈Rn×n+ such thatr(P)<1, and for arbitrary vector functionsx andy ∈Cφ([a, b];Rn)in the interval [a, b]

the inequality Zt a

h

sgn(y(s))¡

f(x+y)(s)−f(x)(s)¢i

+ds≤φ(t)P|y|Cφ

is fulfilled. If, moreover,

sup

½°°°φ−1(t) Zt a

¯¯f(0)(s)¯

¯ds

°°

°: a < t≤b

¾

<+∞, then the problem (1),(2) is well-posed.

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Corollary 2. Let the functionsϕi(i= 1, . . . , n)be absolutely continuous and let there exist a set of zero measureI0[a, b]and matricesPkRn×n+ (k= 1,2)such that r(P1+P2)<1, and for anyt∈[a, b]\I0,x,x,y and y∈Rn the inequality

sgn(x)³ g¡

t, x+x, y+y¢

−g(t, x, y)´

≤φ0(t)³

P1φ−1(t)|x|+P2φ−1(τ(t))|y|´ is fulfilled. If, moreover,

sup

½°°°φ−1(t) Zt a

¯¯g(s,0,0)¯¯ds

°°

°: a < t≤b

¾

<+∞, then the problem (3),(2) is well-posed.

From Theorem 3 and Corollary 2 it follows

Corollary 3. Let the functionsϕi(i= 1, . . . , n)be absolutely continuous and

g(t, x, y) =φ0(t)

³

P1φ−1(t)|x|+P2φ−1(τ(t))|y|+q0

´ ,

where Pk Rn×n+ (k = 1,2), and q0 Rn+ is the vector with positive components. Then the problem (3),(2)is well-posed if and only if

r(P1+P2)<1.

Remark 2. According to Corollary 3, the inequality r(P)< 1 (r(P1+ P2)<1) in Theorem 4 (in Corollary 2) is unimprovable and it cannot be replaced by the inequalityr(P)≤1 (r(P1+P2)1).

Acknowledgement

For the first author this work is supported by RVO:67985840, and for the second author – by the Shota Rustaveli National Science Foundation (Project # GNSF/ST091753-101).

References

1. V. A. Chechik, Investigation of systems of ordinary differential equations with a singularity. (Russian)Tr. Mosk. Mat. Obs.,8(1959),GIFML, Moscow, 155–198.

2. I. T. Kiguradze, On the Cauchy problem for singular systems of ordinary differen- tial equations. (Russian)Differentsial’nye Uravneniya 1(1965), No. 10, 1271–1291;

English transl.: Differ. Equations1(1965), 995–1011.

3. I. T. Kiguradze, Some singular boundary value problems for ordinary differential equations. (Russian)Izdat. Tbilis. Univ., Tbilisi, 1975.

4. I. T. Kiguradze, On the singular Cauchy problem for systems of linear ordinary differential equations. (Russian)Differentsial’nye Uravneniya32 (1996), No. 2, 215–

223; English transl.:Differ. Equations32(1996), No. 2, 173–180.

5. I. Kiguradze, Initial and boundary value problems for systems of ordinary differen- tial equations, I. (Russian)Metsniereba, Tbilisi, 1997.

6. T. I. Kiguradze, Estimates for the Cauchy function of linear singular differential equations and some applications.Differ. Uravn. 46(2010), No. 1, 29–46; Engish transl.:Differ. Equ.46(2010), No. 1, 30–47.

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7. I. T. Kiguradze and Z. P. Sokhadze, On the Cauchy problem for evolution singular functional-differential equations. (Russian)Differentsial’nye Uravneniya33(1997), No. 1, 48–59, 142; English transl.: Differential Equations33(1997), No. 1, 47–58.

8. I. Kiguradze and Z. Sokhadze, On the global solvability of the Cauchy problem for singular functional differential equations. Georgian Math. J. 4 (1997), No. 4, 355–372.

9. I. Kiguradze and Z. Sokhadze, On the structure of the set of solutions of the weighted Cauchy problem for evolution singular functional-differential equations.

Fasc. Math.No. 28 (1998), 71–92.

10. Z. Sokhadze, The Cauchy problem for singular functional-differential equations.

(Russian)Kutaisskii Gosudarstvennyi Universitet, Kutaisi, 2005.

11. Z. Sokhadze, On the solvability of the weighted initial value problem for high or- der evolution singular functional differential equations.Mem. Differential Equations Math. Phys.15(1998), 145–149.

12. Z. Sokhadze, The weighted Cauchy problem for linear functional differential equa- tions with strong singularities,Georgian Math. J.18(2011), No. 3, 577–586.

13. B. P˚za and Z. P. Sokhadze, The weighted Cauchy problem for nonlinear singular differential equations with deviating arguments. (Russian)Differ. Uravn.48(2012).

14. Z. Sokhadze, Kneser type theorems on a structure of sets of solutions of the weighted Cauchy problem for nonlinear singular delayed differential equations.Georgian Math.

J.19(2012), No. 4.

15. B. P˚za and Z. Sokhadze, Optimal solvability conditions of the Cauchy–Nicoletti problem for singular functional differential systems. Mem. Differential Equations Math. Phys.54(2011), 147–154.

16. I. Kiguradze and B. P˚zaOn boundary value problems for functional differential equations.Mem. Differential Equations Math. Phys.12(1997), 106–113.

(Received 24.09.2012) Author’s address:

B. P˚uˇza

Mathematical Institute, Academy of Sciences of the Czech Republic, branch in Brno, ˇZiˇzkova 22, 616 62 Brno, Czech Republic.

E-mail: [email protected] Z. Sokhadze

Akaki Tsereteli State University, 59, Queen Tamar St., Kutaisi 4600, Georgia.

E-mail: [email protected]

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